+941.3%
IGV vs TT
+4,570.0%
-3,628.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +0.5% |
| 7D | -0.4% | +1.7% | -2.2% | -1.2% |
| 30D | -9.9% | -11.8% | +1.9% | -4.9% |
| 3M | -1.2% | -12.6% | +11.4% | +4.5% |
| 6M | +11.3% | -9.4% | +20.7% | +14.7% |
| YTD | -4.0% | +8.8% | -12.8% | -10.7% |
| 1Y | -7.3% | -2.5% | -4.8% | -9.3% |
| 3Y | +42.8% | +95.7% | -52.9% | -0.9% |
| 5Y | +13.7% | +135.7% | -122.1% | -28.7% |
| 10Y | +354.8% | +750.6% | -395.8% | +48.3% |
| All | +941.3% | +4,570.0% | -3,628.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling